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You could probably do it without custom backtesting at all. Try something along the lines of the following (untested):
Buy = ...;
BuyPrice = ...;
Bought = ExRemSpan(Buy, 5);
BoughtPrice = ValueWhen(Bought, BuyPrice);
X = ...; // Desired percent profit expressed as fraction e.g. 0.05
NormalSell = ...;
FailureSell = Ref(Bought, -5) && Close < BoughtPrice * (1 + X)
Sell = NormalSell OR FailureSell;
Mike
--- In amibroker@xxxxxxxxxxxxxxx, Mark Hike <markhike@xxx> wrote:
>
> Yes, you can do all these using the advanced low level custom portfolio
> backtester.
>
> On Fri, Nov 13, 2009 at 12:53 AM, an0n73 <an0n73@xxx> wrote:
>
> >
> >
> > Hi,
> >
> > I would like to do the following but not sure if it's possible or how to do
> > it. Any ideas?
> >
> > After a Buy is triggered, I want to wait N days (say 5 days) and if by that
> > time the trade hasn't made x% profit then I want to sell. If the trade is
> > making > x% profit after N days then that's fine and I want it to carry on
> > as normal until the trade ends normally using my sell condition.
> >
> > So, if the trade hits 2% (or 2R) profit within 5 days then ignore the stop
> > and carry on. If by day 5 the profit is less than 2% then exit the trade.
> >
> > The idea is that by 5 days, I know whether the trade is going to work for
> > me or not and if it isn't making any money by that time then I want out.
> >
> > Is this possible and if so how?
> >
> > Thanks
> >
> >
> >
>
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